蔡宗武

教授

美国加州大学戴维斯校区统计学博士


电话:0592-2186976

电子邮件:zongwucai@gmail.com

办公室:A304

个人主页:http://facultydevelopment.ku.edu/zongwu-cai

个人简介 研究成果 研究项目

EDUCATION:
1995 Ph.D. in Statistics, University of California, Davis
1988 M.S. in Statistics, Zhejiang University, Hangzhou, China
1982 B.S. in Mathematics, China University of Geosciences, Wuhan, China

ACADEMIC and PROFESSIONAL POSITIONS:
Professor: Department of Economics, University of North Carolina at Charlotte,2005 -
Professor: Department of Mathematics & Statistics, University of North Carolina at Charlotte, 2005 -
Associate Professor: Department of Mathematics & Statistics, University of North Carolina at Charlotte, 2002 - 2005
Assistant Professor: Department of Mathematics & Statistics, University of North Carolina at Charlotte, 1998 - 2002
Assistant Professor: Department of Mathematics, Southwest Missouri State University, 1995 - 1998
Instructor, TA and RA: Department of Statistics, University of California,Davis, 1991 - 1995
Lecturer: Department of Mathematics, Zhejiang University, China, 1988 -1991
Applied Statistician: Institute of Remote Sensing, China University of Geosciences,Wuhan, China, 1982 - 1985
Special-Term Professor, Department of Economics and Finance, Aetna School of Management, Shanghai Jiaotong University, China, April, 2004 -
Guest Professor, China University of Geosciences, Wuhan, China, 2002 -
Guest Professor, Qingdao University, China, 2002 -
Visiting Professor, Humboldt University, Germany, Summer of 2002
Visiting Professor, Litoral University, France, Summer of 1999

Reseach Interest:
Theoretical and Applied Econometrics, Quantitative Finance, Risk Management, Data-analytic Modeling, Functional Data Analysis, Nonlinear Time Series.
         
67. A new nonparametric stability test with an application to major Chinese macroeconomic
time series. Applied Mathematics { A Journal Of Chinese Universities, 28 Series B (2013), 1-16 (with N. Cai and Y. Fang).
66. A new forecasting model for USD/CNY exchange rate. Studies in Nonlinear Dynamics
and Econometrics, 16 (2012), 1558-3708 (with L. Chen and Y. Fang).
65. Partially varying-coefficient instrumental variables models. Statistica Neerlandica, 66
(2012), 85-110 (with H. Xiong).
64. Semi-parametric forecasting model for USD/CNY exchange rate. System Engineering:
Theory & Practice, 32 (2012), 685-692 (with L. Chen and Y. Fang).
63. Semiparametric quantile regression estimation in dynamic models with partially varying
coefficients. Journal of Econometrics, 167 (2012), 413-425 (with Z. Xiao).
62. Weak instrumental variables models for longitudinal data. Econometric Reviews, 31
(2012), 361-389 (with Y. Fang, and H. Li).
61. Reducing the asymptotic bias of weak instruments estimation using independently
repeated cross-sectional information. Statistics and Probability Letters, 82 (2012),
180-185 (with Y. Fang and J. Su).
60. Nonparametric regression models with integrated covariates. Nonparametric Statisti-
cal Methods and Related Topics (Eds: J. Jiang, G.G. Roussas and F.J. Samaniego):
A Festschrift in Honor of Professor P.K. Bhattacharya on his 80th Birthday, 2011,
pp.257-275.
59 Nonparametric approach to calculate seasonal factors for AADT estimation. The Pro-
ceeding of The 18th International Federation of Automatic Control World Congress
2011, August 28 – September 2, 2011, 10727-10732 (with B. Yang and S. Wang).
58. Functional coefficient models for economic and financial data. In Oxford Handbook of
Functional Data Analysis (Eds: F. Ferraty and Y. Romain) (2010). Oxford University
Press,
• NSF Grant for the proposal “Nonlinear and Nonstationary Time Series Modeling
with Its Applications”, 2004-2007, #DMS-0404954
• NSF Grant for the proposal “Nonparametric Time Series Modeling”, 2000-2003, extended
to 2004, #DMS-0072400